Citadel Fixed Income & Macro is looking for an exceptional Desk Analyst to provide research and quantitative analysis on Global Equity Volatility.
Responsibilities
Utilize quantitative and statistical methods to complete data-driven research projects, including strong backtesting skills
Monitor global equity markets across US, Europe and Asia for dislocations and opportunities
Wide range of products and trades including variance, dividends, and VIX products
Model systematic flows including ETF supply / demand
Work in close integration with Technology and Quantitative Research to test and implement software changes, develop algorithms, and enhance strategy, tactics and process
Opportunity to contribute to portfolio manager’s investment process by driving timely alpha opportunities